Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48875.31 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42191.71 Kr¶

PnL: ---------------------------------------> -241.57 Kr¶

DD now: ---------------------------------> -7.991 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:13:11.001028'

Anic Portfolio¶

Today¶

Return: -0.868 %¶

This Week¶

Return: -0.868 %¶

Total portfolio value¶

Return including deposits: 60.005 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.330000 1661.040000 193.500000 13.190000 1467.540000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
BioGaia B 8 1.380000 940.800000 12.800000 1.380000 928.000000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
JM 6 0.900000 870.000000 7.800000 0.900000 862.200000
Catena 2 0.960000 797.200000 7.600000 0.960000 789.600000
Atrium Ljungberg B 5 0.540000 938.000000 5.000000 0.540000 933.000000
Sagax B 4 0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Hexatronic Group 12 0.150000 966.000000 1.440000 0.150000 964.560000
ASSA ABLOY B 3 0.040000 777.300000 0.300000 0.040000 777.000000
AcadeMedia 8 -0.810000 399.520000 -1.680000 -0.420000 401.200000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
EQT 4 -0.820000 822.800000 -6.800000 -0.820000 829.600000
OX2 13 -0.960000 938.600000 -9.100000 -0.960000 947.700000
SKF B 5 -0.990000 928.750000 -9.250000 -0.990000 938.000000
Addnode Group B 11 -1.020000 909.150000 -9.350000 -1.020000 918.500000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Byggmax Group 33 -1.110000 943.800000 -10.560000 -1.110000 954.360000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Vitec Software Group B 2 -3.140000 1050.000000 -34.000000 -3.140000 1084.000000
Latour B 4 -4.160000 819.600000 -35.600000 -4.160000 855.200000
Indutrade 5 -4.030000 1165.500000 -49.000000 -4.030000 1214.500000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
BHG Group 97 -7.400000 1348.300000 -106.700000 -7.330000 1455.000000
TOTAL 42191.710000 -241.570000 -7.99136% 42433.280000

Updated:¶

'2023-07-03 15:13:27.624300'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶